Relations between volatility and returns of exchange traded funds of emerging markets and of USA
Prakash L. Dheeriya; Fahimeh Rezayat; Burhan F. Yavas
| Year of publication: |
2014
|
|---|---|
| Authors: | Dheeriya, Prakash L. ; Rezayat, Fahimeh ; Yavas, Burhan F. |
| Published in: |
Review of economics & finance. - Toronto : Better Advances Press, ISSN 1923-7529, ZDB-ID 2637191-1. - 2014, 1, p. 44-56
|
| Subject: | Economic integration | Volatility transmission | GARCH | Emerging markets | ETFs | Volatilität | Volatility | Schwellenländer | Emerging economies | Indexderivat | Index derivative | USA | United States | ARCH-Modell | ARCH model | Investmentfonds | Investment Fund | Wirtschaftsintegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010353498